What I've heard is there are times when the benefits of the anti-depressants would out weigh the possible side effects to the baby. I think It's probably going to depend on your doctor, you may even try to get more than one opinion.
A few months ago on the podcast I listen to they did an interview with a doctor about this subject if you are interested it's called Sound Medicine on Itunes and it's the podcast dated 7-17-11. It's about 11 minutes into the podcast. Or you can find it here:
Sound Medicine: July 17, 2011